Ambra S.A GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.01% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9456 | 3.59 | |
| 0.0876 | 24.13 | |
| 0.9763 | 141.57 | |
| 3.1910 | 15.08 |
Estimation Period:
Jul 29, 2005 to Feb 13, 2026
Jul 29, 2005 to Feb 13, 2026
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